I am trying to calculate the ATR across an 'n' number of days using intra-day data. Since the frequency of 1-minute bars in a day is not constant due to differing volumes of trading, how would I set OQ such that it reads the right number of bars within an n number of days?

do you mean that due to low trading volume you have some intraday bars missing or something else? I guess you should use volume bars and not time bars if you want to calculate ADR on bars with equal volume?

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